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 Statistical Learning


An Interpretable Probabilistic Model for Short-Term Solar Power Forecasting Using Natural Gradient Boosting

arXiv.org Artificial Intelligence

PV power forecasting models are predominantly based on machine learning algorithms which do not provide any insight into or explanation about their predictions (black boxes). Therefore, their direct implementation in environments where transparency is required, and the trust associated with their predictions may be questioned. To this end, we propose a two stage probabilistic forecasting framework able to generate highly accurate, reliable, and sharp forecasts yet offering full transparency on both the point forecasts and the prediction intervals (PIs). In the first stage, we exploit natural gradient boosting (NGBoost) for yielding probabilistic forecasts, while in the second stage, we calculate the Shapley additive explanation (SHAP) values in order to fully comprehend why a prediction was made. To highlight the performance and the applicability of the proposed framework, real data from two PV parks located in Southern Germany are employed. Comparative results with two state-of-the-art algorithms, namely Gaussian process and lower upper bound estimation, manifest a significant increase in the point forecast accuracy and in the overall probabilistic performance. Most importantly, a detailed analysis of the model's complex nonlinear relationships and interaction effects between the various features is presented. This allows interpreting the model, identifying some learned physical properties, explaining individual predictions, reducing the computational requirements for the training without jeopardizing the model accuracy, detecting possible bugs, and gaining trust in the model. Finally, we conclude that the model was able to develop complex nonlinear relationships which follow known physical properties as well as human logic and intuition.


Ensemble Conformalized Quantile Regression for Probabilistic Time Series Forecasting

arXiv.org Artificial Intelligence

This paper presents a novel probabilistic forecasting method called ensemble conformalized quantile regression (EnCQR). EnCQR constructs distribution-free and approximately marginally valid prediction intervals (PIs), which are suitable for nonstationary and heteroscedastic time series data. EnCQR can be applied on top of a generic forecasting model, including deep learning architectures. EnCQR exploits a bootstrap ensemble estimator, which enables the use of conformal predictors for time series by removing the requirement of data exchangeability. The ensemble learners are implemented as generic machine learning algorithms performing quantile regression, which allow the length of the PIs to adapt to local variability in the data. In the experiments, we predict time series characterized by a different amount of heteroscedasticity. The results demonstrate that EnCQR outperforms models based only on quantile regression or conformal prediction, and it provides sharper, more informative, and valid PIs.


Multimodal Learning for Non-small Cell Lung Cancer Prognosis

arXiv.org Artificial Intelligence

This paper focuses on the task of survival time analysis for lung cancer. Although much progress has been made in this problem in recent years, the performance of existing methods is still far from satisfactory. Traditional and some deep learning-based survival time analyses for lung cancer are mostly based on textual clinical information such as staging, age, histology, etc. Unlike existing methods that predicting on the single modality, we observe that a human clinician usually takes multimodal data such as text clinical data and visual scans to estimate survival time. Motivated by this, in this work, we contribute a smart cross-modality network for survival analysis network named Lite-ProSENet that simulates a human's manner of decision making. Extensive experiments were conducted using data from 422 NSCLC patients from The Cancer Imaging Archive (TCIA). The results show that our Lite-ProSENet outperforms favorably again all comparison methods and achieves the new state of the art with the 89.3% on concordance. The code will be made publicly available.


Unifying Approaches in Active Learning and Active Sampling via Fisher Information and Information-Theoretic Quantities

arXiv.org Artificial Intelligence

Recently proposed methods in data subset selection, that is active learning and active sampling, use Fisher information, Hessians, similarity matrices based on gradients, and gradient lengths to estimate how informative data is for a model's training. Are these different approaches connected, and if so, how? We revisit the fundamentals of Bayesian optimal experiment design and show that these recently proposed methods can be understood as approximations to information-theoretic quantities: among them, the mutual information between predictions and model parameters, known as expected information gain or BALD in machine learning, and the mutual information between predictions of acquisition candidates and test samples, known as expected predictive information gain. We develop a comprehensive set of approximations using Fisher information and observed information and derive a unified framework that connects seemingly disparate literature. Although Bayesian methods are often seen as separate from non-Bayesian ones, the sometimes fuzzy notion of "informativeness" expressed in various non-Bayesian objectives leads to the same couple of information quantities, which were, in principle, already known by Lindley (1956) and MacKay (1992).


Prediction of superconducting properties of materials based on machine learning models

arXiv.org Artificial Intelligence

The application of superconducting materials is becoming more and more widespread. Traditionally, the discovery of new superconducting materials relies on the experience of experts and a large number of "trial and error" experiments, which not only increases the cost of experiments but also prolongs the period of discovering new superconducting materials. In recent years, machine learning has been increasingly applied to materials science. Based on this, this manuscript proposes the use of XGBoost model to identify superconductors; the first application of deep forest model to predict the critical temperature of superconductors; the first application of deep forest to predict the band gap of materials; and application of a new sub-network model to predict the Fermi energy level of materials. Compared with our known similar literature, all the above algorithms reach state-of-the-art. Finally, this manuscript uses the above models to search the COD public dataset and identify 50 candidate superconducting materials with possible critical temperature greater than 90 K.


Reward-Predictive Clustering

arXiv.org Artificial Intelligence

Recent advances in reinforcement-learning research have demonstrated impressive results in building algorithms that can out-perform humans in complex tasks. Nevertheless, creating reinforcement-learning systems that can build abstractions of their experience to accelerate learning in new contexts still remains an active area of research. Previous work showed that reward-predictive state abstractions fulfill this goal, but have only be applied to tabular settings. Here, we provide a clustering algorithm that enables the application of such state abstractions to deep learning settings, providing compressed representations of an agent's inputs that preserve the ability to predict sequences of reward. A convergence theorem and simulations show that the resulting reward-predictive deep network maximally compresses the agent's inputs, significantly speeding up learning in high dimensional visual control tasks. Furthermore, we present different generalization experiments and analyze under which conditions a pre-trained reward-predictive representation network can be re-used without re-training to accelerate learning -- a form of systematic out-of-distribution transfer.


The Importance of Suppressing Complete Reconstruction in Autoencoders for Unsupervised Outlier Detection

arXiv.org Artificial Intelligence

Autoencoders are widely used in outlier detection due to their superiority in handling high-dimensional and nonlinear datasets. The reconstruction of any dataset by the autoencoder can be considered as a complex regression process. In regression analysis, outliers can usually be divided into high leverage points and influential points. Although the autoencoder has shown good results for the identification of influential points, there are still some problems when detect high leverage points. Through theoretical derivation, we found that most outliers are detected in the direction corresponding to the worst-recovered principal component, but in the direction of the well-recovered principal components, the anomalies are often ignored. We propose a new loss function which solve the above deficiencies in outlier detection. The core idea of our scheme is that in order to better detect high leverage points, we should suppress the complete reconstruction of the dataset to convert high leverage points into influential points, and it is also necessary to ensure that the differences between the eigenvalues of the covariance matrix of the original dataset and their corresponding reconstructed results in the direction of each principal component are equal. Besides, we explain the rationality of our scheme through rigorous theoretical derivation. Finally, our experiments on multiple datasets confirm that our scheme significantly improves the accuracy of outlier detection. Outlier detection refers to the process of identifying data points that deviate significantly from normal data point clusters. For multidimensional data points, there are various outliers.


FAS-UNet: A Novel FAS-driven Unet to Learn Variational Image Segmentation

arXiv.org Artificial Intelligence

Solving variational image segmentation problems with hidden physics is often expensive and requires different algorithms and manually tunes model parameter. The deep learning methods based on the U-Net structure have obtained outstanding performances in many different medical image segmentation tasks, but designing such networks requires a lot of parameters and training data, not always available for practical problems. In this paper, inspired by traditional multi-phase convexity Mumford-Shah variational model and full approximation scheme (FAS) solving the nonlinear systems, we propose a novel variational-model-informed network (denoted as FAS-Unet) that exploits the model and algorithm priors to extract the multi-scale features. The proposed model-informed network integrates image data and mathematical models, and implements them through learning a few convolution kernels. Based on the variational theory and FAS algorithm, we first design a feature extraction sub-network (FAS-Solution module) to solve the model-driven nonlinear systems, where a skip-connection is employed to fuse the multi-scale features. Secondly, we further design a convolution block to fuse the extracted features from the previous stage, resulting in the final segmentation possibility. Experimental results on three different medical image segmentation tasks show that the proposed FAS-Unet is very competitive with other state-of-the-art methods in qualitative, quantitative and model complexity evaluations. Moreover, it may also be possible to train specialized network architectures that automatically satisfy some of the mathematical and physical laws in other image problems for better accuracy, faster training and improved generalization.The code is available at \url{https://github.com/zhuhui100/FASUNet}.


Improved Target-specific Stance Detection on Social Media Platforms by Delving into Conversation Threads

arXiv.org Artificial Intelligence

Target-specific stance detection on social media, which aims at classifying a textual data instance such as a post or a comment into a stance class of a target issue, has become an emerging opinion mining paradigm of importance. An example application would be to overcome vaccine hesitancy in combating the coronavirus pandemic. However, existing stance detection strategies rely merely on the individual instances which cannot always capture the expressed stance of a given target. In response, we address a new task called conversational stance detection which is to infer the stance towards a given target (e.g., COVID-19 vaccination) when given a data instance and its corresponding conversation thread. To tackle the task, we first propose a benchmarking conversational stance detection (CSD) dataset with annotations of stances and the structures of conversation threads among the instances based on six major social media platforms in Hong Kong. To infer the desired stances from both data instances and conversation threads, we propose a model called Branch-BERT that incorporates contextual information in conversation threads. Extensive experiments on our CSD dataset show that our proposed model outperforms all the baseline models that do not make use of contextual information. Specifically, it improves the F1 score by 10.3% compared with the state-of-the-art method in the SemEval-2016 Task 6 competition. This shows the potential of incorporating rich contextual information on detecting target-specific stances on social media platforms and implies a more practical way to construct future stance detection tasks.


Sparse Horseshoe Estimation via Expectation-Maximisation

arXiv.org Artificial Intelligence

The horseshoe prior is known to possess many desirable properties for Bayesian estimation of sparse parameter vectors, yet its density function lacks an analytic form. As such, it is challenging to find a closed-form solution for the posterior mode. Conventional horseshoe estimators use the posterior mean to estimate the parameters, but these estimates are not sparse. We propose a novel expectation-maximisation (EM) procedure for computing the MAP estimates of the parameters in the case of the standard linear model. A particular strength of our approach is that the M-step depends only on the form of the prior and it is independent of the form of the likelihood. We introduce several simple modifications of this EM procedure that allow for straightforward extension to generalised linear models. In experiments performed on simulated and real data, our approach performs comparable, or superior to, state-of-the-art sparse estimation methods in terms of statistical performance and computational cost.